Anic Equity¶

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Total return since start: 0.551 %¶

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Equity now: -----------------------------> 47366.93 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45971.95 Kr¶

PnL: ---------------------------------------> -916.62 Kr¶

DD now: ---------------------------------> -2.597 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 15:32:47.770927'

Anic Portfolio¶

Today¶

Return: -0.142 %¶

This Week¶

Return: -1.14 %¶

Total¶

Return: 55.067 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 2.660000 3090.000000 163.000000 5.570000 2927.000000
HMS Networks 2 16.660000 806.800000 133.800000 19.880000 673.000000
HEBA B 70 -0.750000 2768.500000 132.500000 5.030000 2636.000010
SAAB B 8 1.150000 3447.200000 70.200000 2.080000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 0.710000 394.800000 39.800000 11.210000 355.000000
MedCap 2 -0.430000 459.000000 38.000000 9.030000 421.000000
Boozt 12 1.080000 1686.000000 32.000000 1.930000 1653.999996
Corem Property Group B 59 -1.630000 607.110000 30.110000 5.220000 576.999999
AcadeMedia 12 -1.190000 578.640000 21.640000 3.890000 557.000004
Resurs Holding 22 -1.100000 595.320000 21.320000 3.710000 573.999998
Intrum 4 3.240000 547.400000 20.400000 3.870000 527.000000
Nordea Bank Abp 29 0.030000 3470.140000 16.140000 0.470000 3453.999992
OEM International B 7 1.040000 543.200000 15.200000 2.880000 527.999997
Swedbank A 3 -0.340000 577.800000 13.800000 2.450000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Eastnine 4 0.000000 502.400000 11.400000 2.320000 491.000000
Securitas B 6 0.120000 579.480000 9.480000 1.660000 570.000000
Karnov Group 9 0.670000 544.500000 8.500000 1.590000 536.000004
Norva24 Group 16 0.760000 550.400000 7.400000 1.360000 543.000000
CTEK 13 1.500000 537.030000 3.030000 0.570000 533.999999
Samhällsbyggnadsbo. i Norden D 12 0.290000 248.400000 2.400000 0.980000 246.000000
Coor Service Management Hold. 8 -0.300000 533.600000 1.600000 0.300000 532.000000
Creaspac SPAC 6 0.100000 577.800000 0.800000 0.140000 577.000002
Handelsbanken A 5 0.190000 540.750000 -5.250000 -0.960000 546.000000
Midsona B 63 1.680000 570.780000 -12.220000 -2.100000 582.999984
Essity B 2 -3.510000 539.600000 -34.400000 -5.990000 574.000000
International Petroleum Corp. 5 1.090000 558.500000 -36.070000 -6.070000 594.565215
Vivesto 1368 3.790000 553.770000 -59.230000 -9.660000 612.999432
Essity A 4 -3.040000 1084.000000 -65.000000 -5.660000 1149.000000
Sampo Oyj SDB 7 -1.190000 3769.500000 -80.500000 -2.090000 3850.000000
Beijer Electronics Group 26 -8.770000 2865.200000 -105.800000 -3.560000 2971.000006
Fasadgruppen Group 35 -0.580000 3612.000000 -199.000000 -5.220000 3810.999990
OX2 18 1.410000 1422.900000 -241.100000 -14.490000 1663.999992
Axfood 13 -3.240000 3460.600000 -295.400000 -7.860000 3756.000001
Ovzon 52 0.560000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 45974.270000 -914.300000 -2.59232% 46888.564618

Updated:¶

'2023-01-26 15:32:17.938482'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶